Piecewise Markov processes on a general state space
Maria Jankiewicz, T. Rolski (1977)
Applicationes Mathematicae
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Maria Jankiewicz, T. Rolski (1977)
Applicationes Mathematicae
Similarity:
Maria Jankiewicz (1978)
Applicationes Mathematicae
Similarity:
W. P. Cherry, R. L. Disney (1983)
Applicationes Mathematicae
Similarity:
Maria Jankiewicz (1978)
Applicationes Mathematicae
Similarity:
P.J. Fitzsimmons (1986)
Mathematische Zeitschrift
Similarity:
R. Magiera, R. Różanski (1985)
Banach Center Publications
Similarity:
Jeffrey J. Hunter (2016)
Special Matrices
Similarity:
This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30, 197–207, (1986) procedure. The technique is numerically stable in that it doesn’t involve subtractions. Algebraic expressions for the special cases of one, two, three and four states are derived.Aconsequence of the procedure is that the stationary distribution of the...
Zbyněk Šidák (1976)
Aplikace matematiky
Similarity:
Reinhard Wobst
Similarity:
CONTENTS0. Introduction...................................................................................5 0.1. Notations and preliminary results..............................................7Chapter 1. Jump processes with drift.................................................9 1.1. Definition basic properties........................................................9 1.2. Characteristics of j.p.d............................................................12 1.2.1. Drift functions.....................................................................12 1.2.2....
Masao Nagasawa (1972)
Séminaire de probabilités de Strasbourg
Similarity:
František Matúš (2012)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
If conditional independence constraints define a family of positive distributions that is log-convex then this family turns out to be a Markov model over an undirected graph. This is proved for the distributions on products of finite sets and for the regular Gaussian ones. As a consequence, the assertion known as Brook factorization theorem, Hammersley–Clifford theorem or Gibbs–Markov equivalence is obtained.